+115.1%
NOK vs HUBB
+157.3%
-42.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.8% | +3.0% | +4.1% |
| 7D | +11.0% | -0.1% | +11.0% | +11.0% |
| 30D | +7.8% | -10.0% | +17.8% | +12.2% |
| 3M | -21.0% | -1.6% | -19.4% | -20.3% |
| 6M | +40.9% | -3.1% | +44.0% | +42.5% |
| YTD | +72.0% | +4.6% | +67.4% | +69.2% |
| 1Y | +140.9% | +3.3% | +137.6% | +137.7% |
| 3Y | +194.3% | +46.6% | +147.7% | +144.7% |
| All | +115.1% | +157.3% | -42.2% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HUBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling